One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,6)(3,7,8,5)(9,10,14,12)(11,15,16,13)(17,18)(19,20)(21,22)(23,24)(26,30)(31,34)(32,37)(38,40)(3,8)(5,7)(9,11,14,16)(10,15,12,13)(17,19)(18,22)(20,24)(21,23)(27,33)(31,34)(35,39)(38,40)(10,12)(11,16)(17,20,23,22)(18,19,24,21)(25,26,29,30)(27,34,33,31)(28,32,36,37)(35,40,39,38)(1,3)(2,5)(4,8)(6,7)(9,12,14,10)(11,15,16,13)(17,21,23,19)(18,20,24,22)(25,27)(26,31)(28,35)(29,33)(30,34)(32,38)(36,39)(37,40)(1,2)(3,5)(4,6)(7,8)(9,13,14,15)(10,16,12,11)(17,22,23,20)(18,19,24,21)(25,28,29,36)(26,32,30,37)(27,35,33,39)(31,38,34,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.